Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47514.71 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46119.86 Kr¶

PnL: ---------------------------------------> -768.71 Kr¶

DD now: ---------------------------------> -2.293 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 16:59:24.937093'

Anic Portfolio¶

Today¶

Return: -0.747 %¶

This Week¶

Return: -1.336 %¶

Total¶

Return: 55.551 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.730000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -0.630000 2779.000000 143.000000 5.420000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.050000 425.200000 70.200000 19.770000 355.000000
Corem Property Group B 59 -2.330000 642.510000 65.510000 11.350000 576.999999
HMS Networks 2 -0.890000 709.200000 36.200000 5.380000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.510000 547.200000 15.200000 2.860000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.780000 260.160000 14.160000 5.760000 246.000000
Eastnine 4 -1.260000 503.200000 12.200000 2.480000 491.000000
Resurs Holding 22 0.300000 585.420000 11.420000 1.990000 573.999998
Norva24 Group 16 -3.780000 554.240000 11.240000 2.070000 543.000000
Karnov Group 9 3.050000 547.200000 11.200000 2.090000 536.000004
Boozt 12 2.060000 1664.400000 10.400000 0.630000 1653.999996
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Midsona B 63 -2.080000 592.200000 9.200000 1.580000 582.999984
Intrum 4 -0.600000 532.800000 5.800000 1.100000 527.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
MedCap 2 -0.930000 426.000000 5.000000 1.190000 421.000000
Essity B 2 -0.690000 576.000000 2.000000 0.350000 574.000000
AcadeMedia 12 0.740000 558.960000 1.960000 0.350000 557.000004
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 -1.890000 546.500000 0.500000 0.090000 546.000000
Fastighetsbolag. Emilshus Pref 21 -3.610000 560.700000 -1.300000 -0.230000 562.000005
Swedbank A 3 -1.450000 561.900000 -2.100000 -0.370000 564.000000
Securitas B 6 -0.800000 562.440000 -7.560000 -1.330000 570.000000
Nordea Bank Abp 29 -1.330000 3444.620000 -9.380000 -0.270000 3453.999992
CTEK 13 0.940000 517.920000 -16.080000 -3.010000 533.999999
International Petroleum Corp. 5 1.660000 521.000000 -73.570000 -12.370000 594.565215
Vivesto 1368 -5.980000 520.390000 -92.610000 -15.110000 612.999432
SAAB B 8 -0.510000 3283.200000 -93.800000 -2.780000 3377.000000
Sampo Oyj SDB 7 -1.020000 3738.000000 -112.000000 -2.910000 3850.000000
OX2 18 -0.580000 1535.400000 -128.600000 -7.730000 1663.999992
Axfood 13 -0.510000 3560.700000 -195.300000 -5.200000 3756.000001
Fasadgruppen Group 35 -2.260000 3475.500000 -335.500000 -8.800000 3810.999990
Ovzon 52 -0.340000 3016.000000 -346.000000 -10.290000 3361.999992
TOTAL 46119.860000 -768.710000 -2.2932% 46888.564618

Updated:¶

'2023-01-13 16:59:37.267523'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶